Danny Walker, 32, left his home in Beeston in the early hours of this morning 'in a traumatic state', his family said.
He left his home without his car, phone, keys or any cash or cards.
Danny is ex-military, his family said.
He is slim build and around 5ft 72 tall, his family said.
Danny was last seen wearing blue jeans, a Leeds Utd hoody which he probably will have up, a black fluffy jacket and blue trainers.
Anybody with information should contact West Yorkshire Police quoting reference 272 08/12.
UPDATE:
The family said Danny has been found and thanked the public for their help.